Anic Equity¶

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Anic Portfolio¶

Today¶

Return: -0.268 %¶

This Week¶

Return: -3.28 %¶

Total portfolio value¶

Return including deposits: 60.698 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
BHG Group 109 -2.680000 1506.380000 83.380000 5.860000 1423.000014
Hennes & Mauritz B 6 0.470000 921.240000 9.240000 1.010000 912.000000
Nederman Holding 1 0.000000 206.000000 7.000000 3.520000 199.000000
JM 7 2.710000 956.200000 6.200000 0.650000 950.000002
Atrium Ljungberg B 5 -0.330000 900.500000 -3.500000 -0.390000 904.000000
Profoto Holding 7 -0.730000 572.600000 -9.400000 -1.620000 581.999999
Eastnine 6 -1.280000 646.800000 -10.200000 -1.550000 657.000000
Creaspac SPAC 40 0.100000 3820.000000 -14.000000 -0.370000 3834.000000
ASSA ABLOY B 4 -1.050000 978.400000 -14.600000 -1.470000 993.000000
BioGaia B 8 -1.510000 887.200000 -16.800000 -1.860000 904.000000
Biotage 1 -1.280000 131.300000 -17.700000 -11.880000 149.000000
OX2 12 -0.470000 886.800000 -22.200000 -2.440000 909.000000
AcadeMedia 20 -1.700000 949.600000 -28.400000 -2.900000 978.000000
Investor B 3 -0.240000 627.300000 -30.700000 -4.670000 657.999999
Bufab 3 -1.560000 1041.900000 -34.100000 -3.170000 1076.000001
Platzer Fastigheter Holding B 12 0.660000 915.600000 -35.400000 -3.720000 951.000000
Sandvik 4 -1.270000 811.600000 -36.400000 -4.290000 848.000000
Byggmax Group 33 -0.420000 930.600000 -36.400000 -3.760000 966.999990
Vitrolife 3 -2.830000 639.600000 -37.400000 -5.520000 677.000001
Alimak Group 12 -1.470000 968.400000 -38.600000 -3.830000 1007.000004
Latour B 4 -1.490000 817.200000 -38.800000 -4.530000 856.000000
Vitec Software Group B 2 -1.120000 1064.000000 -40.000000 -3.620000 1104.000000
Hoist Finance 36 -1.280000 968.400000 -42.600000 -4.210000 1010.999988
Sagax B 4 -1.540000 842.400000 -42.600000 -4.810000 885.000000
Hexatronic Group 15 -1.300000 1027.800000 -43.200000 -4.030000 1071.000000
Addnode Group B 7 -1.440000 860.300000 -44.700000 -4.940000 904.999998
Catena 2 -0.310000 760.400000 -45.600000 -5.660000 806.000000
EQT 4 -0.050000 827.200000 -45.800000 -5.250000 873.000000
Sagax A 4 -0.940000 840.000000 -46.000000 -5.190000 886.000000
SKF B 5 -1.190000 933.250000 -46.750000 -4.770000 980.000000
Gränges 10 -3.040000 988.000000 -51.000000 -4.910000 1039.000000
INVISIO 15 -1.470000 3517.500000 -54.500000 -1.530000 3571.999995
HEXPOL B 8 -0.450000 883.200000 -73.800000 -7.710000 957.000000
Orrön Energy 170 -1.420000 1947.350000 -98.650000 -4.820000 2045.999980
Hexagon B 26 -1.290000 3295.500000 -124.500000 -3.640000 3420.000012
VEF 788 -0.620000 1757.240000 -145.760000 -7.660000 1903.000300
Sedana Medical 93 -0.510000 2548.200000 -435.380000 -14.590000 2983.577733
TOTAL 43175.960000 -1699.620000 -7.59295% 44875.578016

Updated:¶

'2023-06-22 13:19:07.372027'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶